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Topics in stochastic processes, Zabczyk Jerzy


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Цена: 2151р.
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Автор: Zabczyk Jerzy
Название:  Topics in stochastic processes
Издательство: Springer
Классификация:
Вероятность и статистика

ISBN: 8876421319
ISBN-13(EAN): 9788876421310
ISBN: 88-7642131-9
ISBN-13(EAN): 978-88-7642131-0
Обложка/Формат: Paperback
Страницы: 126
Вес: 0.299 кг.
Дата издания: 2004
Язык: ENG
Ссылка на Издательство: Link
Поставляется из: Германии
Описание: The notes are based on lectures on stochastic processes given at Scuola Normale Superiore in 1999 and 2000. Some new material was added and only selected, less standard results were presented. We did not include several applications to statistical mechanics and mathematical finance, covered in the lectures, as we hope to write part two of the notes devoted to applications of stochastic processes in modelling. The main themes of the notes are constructions of stochastic processes. We present different approaches to the existence question proposed by Kolmogorov, Wiener, Ito and Prohorov. Special attention is also paid to Levy processes. The lectures are basically self-contained and rely only on elementary measure theory and functional analysis. They might be used for more advanced courses on stochastic processes.
Дополнительное описание: Формат: 240x170
Круг читателей: Graduates and researchers
Ключевые слова: stochastic processes
Язык: eng





Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance

Автор: Chung K. L., AitSahlia Farid
Название: Elementary Probability Theory / With Stochastic Processes and an Introduction to Mathematical Finance
ISBN: 038795578X ISBN-13(EAN): 9780387955780
Издательство: Springer
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Цена: 6544 р.
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Описание: Provides an introduction to probability theory and its applications.

Basic Stochastic Processes

Автор: Brzezniak
Название: Basic Stochastic Processes
ISBN: 3540761756 ISBN-13(EAN): 9783540761754
Издательство: Springer
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Цена: 3268 р.
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Описание: This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and ItГґ Stochastic Processes.

Adventures in Stochastic Processes

Автор: Resnick Sidney I.
Название: Adventures in Stochastic Processes
ISBN: 0817635912 ISBN-13(EAN): 9780817635916
Издательство: Springer
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Цена: 5133 р.
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Описание: Stochastic processes are necessary ingredients for building models of a wide variety of phenomena exhibiting time varying randomness. In a lively and imaginative presentation, studded with examples, exercises, and applications, and supported by inclusion of computational procedures, the author has created a textbook that provides easy access to this fundamental topic for many students of applied sciences at many levels. With its carefully modularized discussion and crystal clear differentiation between rigorous proof and plausibility argument, it is accessible to beginners but flexible enough to serve as well those who come to the course with strong backgrounds. The prerequisite background for reading the book is a graduate level pre-measure theoretic probability course. No knowledge of measure theory is presumed and advanced notions of conditioning are scrupulously avoided until the later chapters of the book.The book can be used for either a one or two semester course as given in departments of mathematics, statistics, operation research, business and management, or a number of engineering departments. Its approach to exercises and applications is practical and serious. Some underlying principles of complex problems and computations are cleanly and quickly delineated through rich vignettes of whimsically imagined Happy Harry and his Optima Street gang’s adventures in a world whose randomness is a never-ending source of both wonder and scientific insight.The tools of applied probability---discrete spaces, Markov chains, renewal theory, point processes, branching processes, random walks, Brownian motion---are presented to the reader in illuminating discussion. Applications include such topics as queuing, storage, risk analysis, genetics, inventory, choice, economics, sociology, and other. Because of the conviction that analysts who build models should know how to build them for each class of process studied, the author has included such constructions.

Applied Stochastic Processes

Автор: Lefebvre Mario
Название: Applied Stochastic Processes
ISBN: 0387341714 ISBN-13(EAN): 9780387341712
Издательство: Springer
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Цена: 7012 р.
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Описание: Applied Stochastic Processes uses a distinctly applied framework to present the most important topics in the field of stochastic processes.Key features:-Presents carefully chosen topics such as Gaussian and Markovian processes, Markov chains, Poisson processes, Brownian motion, and queueing theory-Examines in detail special diffusion processes, with implications for finance, various generalizations of Poisson processes, and renewal processes-Serves graduate students in a variety of disciplines such as applied mathematics, operations research, engineering, finance, and business administration-Contains numerous examples and approximately 350 advanced problems, reinforcing both concepts and applications-Includes entertaining mini-biographies of mathematicians, giving an enriching historical context-Covers basic results in probabilityTwo appendices with statistical tables and solutions to the even-numbered problems are included at the end. This textbook is for graduate students in applied mathematics, operations research, and engineering. Pure mathematics students interested in the applications of probability and stochastic processes and students in business administration will also find this book useful.

L?vy Processes and Stochastic Calculus

Автор: David Applebaum
Название: L?vy Processes and Stochastic Calculus
ISBN: 0521832632 ISBN-13(EAN): 9780521832632
Издательство: Cambridge Academ
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Цена: 5725 р.
Наличие на складе: Невозможна поставка.

Описание: Levy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. For the first time in a book, Applebaum ties the two subjects together. He begins with an introduction to the general theory of Levy processes. The second part develops the stochastic calculus for Levy processes in a direct and accessible way. En route, the reader is introduced to important concepts in modern probability theory, such as martingales, semimartingales, Markov and Feller processes, semigroups and generators, and the theory of Dirichlet forms. There is a careful development of stochastic integrals and stochastic differential equations driven by Levy processes. The book introduces all the tools that are needed for the stochastic approach to option pricing, including Ito's formula, Girsanov’s theorem and the martingale representation theorem.

Автор: Martin L. Puterman
Название: Markov Decision Processes: Discrete Stochastic Dynamic Programming
ISBN: 0471727822 ISBN-13(EAN): 9780471727828
Издательство: Wiley
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Цена: 12854 р.
Наличие на складе: Ожидается поступление.

Описание: The Wiley--Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "This text is unique in bringing together so many results hitherto found only in part in other texts and papers...The text is fairly self--contained, inclusive of some basic mathematical results needed, and provides a rich diet of examples, applications, and exercises. The bibliographical material at the end of each chapter is excellent, not only from a historical perspective, but because it is valuable for researchers in acquiring a good perspective of the MDP research potential." - Zentralblatt fur Mathematik "...it is of great value to advanced--level students, researchers, and professional practitioners of this field to have now a complete volume (with more than 600 pages) devoted to this topic...Markov Decision Processes: Discrete Stochastic Dynamic Programming represents an up--to--date, unified, and rigorous tre " - Journal of the American Statistical Association

WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition

Автор: Roy D. Yates
Название: WIE Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers, 2nd Edition
ISBN: 0471452599 ISBN-13(EAN): 9780471452591
Издательство: Wiley
Цена: 3652 р.
Наличие на складе: Поставка под заказ.

Описание: This user--friendly resource helps readers grasp the concepts of probability and stochastic processes, so they can apply them in professional engineering practice. The book presents concepts clearly as a sequence of building blocks that are identified either as an axiom, definition, or theorem. This approach provides a better understanding of the material, which can be used to solve practical problems.

Stochastic Processes / Lectures given at Aarhus University

Автор: ItГґ Kiyosi, Barndorff-Nielsen Ole E., Sato Keniti
Название: Stochastic Processes / Lectures given at Aarhus University
ISBN: 3540204822 ISBN-13(EAN): 9783540204824
Издательство: Springer
Цена: 7012 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: This accessible introduction to the theory of stochastic processes emphasizes Levy processes and Markov processes. It gives a thorough treatment of the decomposition of paths of processes with independent increments (the LГ©vy-ItГґ decomposition). It also contains a detailed treatment of time-homogeneous Markov processes from the viewpoint of probability measures on path space. In addition, 70 exercises and their complete solutions are included.

The Theory of Stochastic Processes I

Автор: Gikhman Iosif I., Skorokhod Anatoli V., Kotz S.
Название: The Theory of Stochastic Processes I
ISBN: 3540202846 ISBN-13(EAN): 9783540202844
Издательство: Springer
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Цена: 4674 р.
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Описание: From the Reviews:"Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980"To call this work encyclopedic would not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. ... The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The set when completed will be an invaluable source of information and reference in this ever-expanding field."K.L. Chung in American Scientist, 1977"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

The Theory of Stochastic Processes II

Автор: Gikhman I.I., Skorokhod A.V., Kotz S.
Название: The Theory of Stochastic Processes II
ISBN: 3540202854 ISBN-13(EAN): 9783540202851
Издательство: Springer
Рейтинг:
Цена: 4674 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: From the Reviews:"Gihman and Skorohod have done an excellent job of presenting the theory in its present state of rich imperfection."D.W. Stroock in Bulletin of the American Mathematical Society, 1980"The dominant impression is of the authors' mastery of their material, and of their confident insight into its underlying structure. ..."J.F.C. Kingman in Bulletin of the London Mathematical Society, 1977

Limit Theorems for Randomly Stopped Stochastic Processes

Автор: Silvestrov Dmitrii S.
Название: Limit Theorems for Randomly Stopped Stochastic Processes
ISBN: 185233777X ISBN-13(EAN): 9781852337773
Издательство: Springer
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Цена: 8878 р.
Наличие на складе: Поставка под заказ.

Описание: Limit theorems for stochastic processes are an important part of probability theory and mathematical statistics and one model that has attracted the attention of many researchers working in the area is that of limit theorems for randomly stopped stochastic processes.This volume is the first to present a state-of-the-art overview of this field, with many of the results published for the first time. It covers the general conditions as well as the basic applications of the theory, and it covers and demystifies the vast, and technically demanding, Russian literature in detail. A survey of the literature and an extended bibliography of works in the area are also provided.The coverage is thorough, streamlined and arranged according to difficulty for use as an upper-level text if required. It is an essential reference for theoretical and applied researchers in the fields of probability and statistics that will contribute to the continuing extensive studies in the area and remain relevant for years to come.

Combinatorial Stochastic Processes / Ecole d`EtГ© de ProbabilitГ©s de Saint-Flour XXXII - 2002

Автор: Pitman Jim, Picard Jean
Название: Combinatorial Stochastic Processes / Ecole d`EtГ© de ProbabilitГ©s de Saint-Flour XXXII - 2002
ISBN: 354030990X ISBN-13(EAN): 9783540309901
Издательство: Springer
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Цена: 4207 р.
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Описание: The purpose of this text is to bring graduate students specializing in probability theory to current research topics at the interface of combinatorics and stochastic processes, in particular the theory of random combinatorial structures such as partitions, permutations, trees, forests, and mappings, and connections between the asymptotic theory of enumeration of such structures and the theory of stochastic processes like Brownian motion and Poisson processes. The course is a summary and review of the author's research over the last ten years, much of it joint work with coauthors David Aldous, Jean Bertoin, Steven Evans, and Marc Yor.


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